(* Exploring linear list square fit *)

(* To run on command line:  math -run "<<least_square.math" *)
(* The above line assumes that math kernel is aliased to "math" *)
(* For example, on my machine alias
math='/Applications/Mathematica.app/Contents/MacOS/MathKernel' *)
(* or simply use << least_square.math once math kernel is already running *)

<<JavaGraphics`


F[x_] := x; (* define function *) 


a = .0; b= 100.0; (* define the interpolating interval *) 

plotfunction = Plot[F[x], {x, a, b}, PlotStyle->{Hue[1], Thickness[0.01]}, PlotLabel->"Original function", DisplayFunction -> Identity ]

n=100; h = (b-a)/n;  (* define euqally spaced data points *)


(* 
data = Table[N[{x, F[x]}], {x, a, b, h}] 
*) 


(* now introduce experimental uncertainity *)


(*  

SeedRandom[]
data = Table[N[{x + 0.0*Random[Real, {-1, 1} ], F[x] + 1.5*Random[Real, {-1, 1} ]}], {x, a, b, h}]

*) 

(* Set of first n prime numbers *)



data = Table[ {k, Prime[k]}, {k, n}] 



plotdata = ListPlot[data, PlotLabel -> "Data points", Prolog-> AbsolutePointSize
[5] ]



fit = Fit[data, {1, x, x^2, x^3}, x] (* Do linear least square fit *)


Print[fit]

plotfit = Plot[fit, {x, a, b}, PlotStyle->{Hue[0.5], Thickness[0.005]},
PlotLabel-> "least square fit", DisplayFunction -> Identity ]

(* Show all graphs at once *) 
(*
Show[plotfunction, plotdata, plotfit, PlotLabel -> FontForm["red - original f(x), blue - Least S. Fit ", {"Courier", 15}], Prolog-> AbsolutePointSize[5], DisplayFunction -> $DisplayFunction ]  
*)

(* Show only data and the fit *)

Show[plotdata, plotfit, PlotLabel -> FontForm["circles - data, blue - Least S. Fit ", {"Courier", 15}], Prolog-> AbsolutePointSize[5], DisplayFunction -> $DisplayFunction ]

Clear[data]

Clear[fit]